+169.3%
RTX vs FICO
+99.8%
+69.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +1.0% |
| 7D | -5.2% | -19.2% | +14.0% | -3.3% |
| 30D | -9.4% | -14.6% | +5.2% | -8.2% |
| 3M | +12.3% | -20.1% | +32.4% | +14.1% |
| 6M | -3.1% | -36.3% | +33.2% | +0.5% |
| YTD | +10.7% | -44.9% | +55.5% | +16.6% |
| 1Y | +28.4% | -38.6% | +67.0% | +32.8% |
| 3Y | +147.1% | +4.0% | +143.1% | +131.8% |
| All | +169.3% | +99.8% | +69.5% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling